We propose a nonparametric estimator of the Lorenz curve that satisfies its theoretical properties, including monotonicity and convexity. We adopt a transformation approach that transforms a constrained estimation problem into an unconstrained one, which is estimated nonparametrically. We...

We propose a nonparametric estimator of bidders' value function based on a kernel estimator of the density quantile function of bids in first price auctions. This estimator provides certain advantage over the conventional approach that relies on the distribution/density ratio of the bids. We use...